Login / Signup

Comment on "Option pricing under the Merton model of the short rate" by Kung and Lee [Mathematics and Computers in Simulation 80 (2009) 378-386].

Zhenyu CuiDon McLeish
Published in: Math. Comput. Simul. (2010)
Keyphrases
  • probabilistic model
  • probability distribution
  • theoretical framework
  • option pricing
  • neural network
  • artificial intelligence
  • prior knowledge
  • long term
  • knowledge discovery
  • sensitivity analysis
  • stock price